Wskaźnik
Bollinger
JMA
Logo „JMA”
03/09/2025
1
Desktop
Since 25/03/2025
Sprzedaż
1
Przesłany obraz „JMA”Przesłany obraz „JMA”Przesłany obraz „JMA”Przesłany obraz „JMA”Przesłany obraz „JMA”Przesłany obraz „JMA”Przesłany obraz „JMA”Przesłany obraz „JMA”

The Jurik smoothing includes 3 stages:

1st stage - preliminary smoothing by adaptive EMA: MA1 = (1-alpha)*Price + alpha*MA1[1];

2nd stage - one more preliminary smoothing by Kalman filter: Det0 = (Price - MA1)*(1-beta) + beta*Det0[1]; MA2 = MA1 + PR*Det0;

3rd stage - final smoothing by unique Jurik adaptive filter: Det1 = (MA2 - JMA[1]) * (1-alpha)^2 + alpha^2 * Det1[1]; JMA = JMA[1] + Det1;

where: - Price - Price Series - alpha - dynamic factor(will be described below) - beta - periodic ratio = 0.45*(Length-1)/(0.45*(Length-1)+2) - PR - Phase Ratio: PR = Phase/100 + 1.5 (if Phase < -100 then PR=0.5, if Phase > 100 then PR=2.5).

Figure 1. Sample chart with all stages of Jurik Smoothing. You can see results (Figure 1) of each stage by means of attached indicator JurikFilter_v2, changing FilterMode: 0 - final stage(JMA) 1 - 1st stage 2 - 2nd stage 3 - only final(without preliminary) smoothing.

The Dynamic Factor is periodic factor (beta) raised to a power (pow):

alpha = beta ^ Pow,

where: - pow = rVolty ^ pow1 - rVolty - relative price volatility - pow1 - power of relative volatility with following formula: pow1 = len1 - 2 (if pow1 < 0.5 then pow1 = 0.5),

where len1 - additional periodic factor: len1 = Log(SquareRoot(len))/Log(2.0) + 2 (if len1 < 0 then len1 = 0).

Thus you can see that the Dynamic factor is based on the relative price volatility giving the required adaptability for this kind of the price filter.

The formula for relative price volatility is rVolty = Volty/AvgVolty (if rVolty > len1^(1/pow1) then rVolty = len1^(1/pow1), if rVolty < 1 then rVolty = 1),

where:

- Volty - price volatility based on calculation of so-called Jurik Bands (VisualMode = 1).

- AvgVolty - average volatility for which Jurik use difficult enough algorithm of calculation: AvgVolty = Average(vSum,AvgLen),

where:

- vSum - incremental sum of (Volty - Volty[10])/10;

- AvgLen - period of average (Jurik use 65).

In my version of Jurik Filter I use simple average instead of Jurik's complex averaging

Moreover, with attached indicator JurikVolty_v1(Figure 2) you can see values for Volty (VisualMode=0), vSum (VisualMode=1) and AvgVolty(red dotted line).

The formula for price volatility is Volty = max between Abs(del1) and Abs(del2), if Abs(del1) = Abs(del2) then Volty = 0,

where: - del1 - distance between price and upper band del1 = Price - UpperBand - del2 - distance between price and lower band del2 = Price - LowerBand The Jurik Bands are different from any known price bands such as Bollinger, Keltner, Donchian, Fractal and so on: if del1 > 0 then UpperBand = Price else UpperBand = Price - Kv*del1 if del2 < 0 then LowerBand = Price else LowerBand = Price - Kv*del2,

where: - Kv - volatility's factor Kv = bet ^ SquareRoot(pow2). It's easy to see that these bands can be a basis for trend following indicator like Wilder's Parabolic. So, you can see we practically don't have obscure places in the algorithm of Jurik Moving Average(JMA)

0.0
Opinie: 0
Opinie klientów
Ten produkt nie ma jeszcze opinii. Wypróbowałeś(-aś) go już? Bądź pierwszy(-a) i powiedz o tym innym!
Możesz także polubić
Wskaźnik
Breakout
Fx4U.Multi TimeFrame Support & Resistance
Allow trader to visualize Support & Resistance across different timeframes,give trader an overview of the current market
Chaikin Money Flow
Chaikin money flow's primary purpose is to distinguish between periods of accumulation and distribution of a security.
EMA UP&DOWN 2025
SectorIndex Dual Moving Average Indicator: Your Market Compass 🧭
Wskaźnik
NAS100
RSI
NZDUSD
+15
HAIQuantum_TheGame
This trading game allows you to explore and practice investment strategies in a real-time market data environment.
Supply Demand V1-Premium
Auto-detect supply & demand zones, remove broken levels, and trade smarter with real-time alerts. Precision made simple.
Blocks Liquidity MGC
BlocksLiquidity Indicator Analysis!
Renko Moving Average Cross Indicator
The Renko Moving Average Cross indicator combines classic EMA crossover signals with Renko-filtered prices.
Wskaźnik
Indices
XAUUSD
Stocks
+5
cAlgoBuddy - Ultimate Candlestick Patterns
The ultimate candlestick suite is here to help you detect most of the candlestick patters that exist today.
Ichimoku Kinko Hyo
Ichimoku Kinkō Hyō with fixed shift to 25 as Ctrader calculate it from 0 and values was wrong for Chikou Span and Kumo.
CandleCounterAlex
CandleCounterAlex – Candle Cycle Counter with Colors and Adjustable Position.
Dhruvin Wick Candelssss
RSI‑powered robot for high‑volatility scalping, no fuss.
Wskaźnik
NAS100
EURUSD
GBPUSD
Ema
An exponential moving average based on regular trading hours.
Wskaźnik
Breakout
VegaXLR - Fixed Range Volume Profile
Identify key support and resistance levels through detailed volume distribution analysis.
ADVANCED ICT + ADR + AWR SUITE PRO
ADVANCED ICT + ADR + AWR SUITE PRO (The Ultimate All-in-One Toolkit for Price Action Traders)
Larry Williams 9.1
Larry Williams 9.1
Wskaźnik
RSI
XAUUSD
ATR
+3
RSI NextGen
The RSI NextGen is an advanced and modernized version of the classic Relative Strength Index (RSI)
DynamicVolumeSupplyDemand
Supply and Demand Zones
DMI MONDAY ZONES v2.1
Marks Monday's OPEN,HIGH & LOW. These are areas of support and resistance for the week.